+17,845.4%
WDC vs AMGN
+63,747.8%
-45,902.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -10.0% | +7.8% | -17.8% | -12.5% |
| 3M | -18.8% | +27.3% | -46.0% | -26.2% |
| 6M | +79.0% | +16.8% | +62.2% | +67.4% |
| YTD | +171.6% | +36.3% | +135.2% | +140.1% |
| 1Y | +417.4% | +60.4% | +357.0% | +331.4% |
| 3Y | +1,251.8% | +86.3% | +1,165.4% | +947.5% |
| 5Y | +911.7% | +125.7% | +786.0% | +626.4% |
| 10Y | +1,399.6% | +247.0% | +1,152.6% | +819.7% |
| All | +17,845.4% | +63,747.8% | -45,902.5% | +1,740.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling